Where did you save them from? The camera? Then they should be in the Camera folder (depends on your specific phone... can be a CAMERA or DCIM folder). From an app? Or a browser? Might depend on which app if it has a specific download folder, but most phones usually have a DOWNLOADS folder in your phone, which most browsers use to store downloads.
Look in your camera app's Settings for a storage location. If it doesn't have one, it defaults, as SpookDroid said, to DCIM, probably DCIM/Videos, or something similar.